A Breadboard makes it easier to experiment. Here is a breadboard used to connect a LED (and current-limiting resistor) to a GPIO port on a Raspberry Pi. You'll need male-to-female jumper leads.

![Breadboard and pi][1]

You can get by without one if you have a soldering iron and don't mind a lot of extra work.

See also

 - http://raspberrypi.stackexchange.com/q/3914/2955
 - http://raspberrypi.stackexchange.com/q/3275/2955
 - http://raspberrypi.stackexchange.com/q/1546/2955
 - http://raspberrypi.stackexchange.com/q/2141/2955
 - http://raspberrypi.stackexchange.com/q/1085/2955



  [1]: https://i.sstatic.net/AuxUC.png